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The method of alternating projections is a classical tool to solve feasibility problems. Here we prove local convergence of alternating projections between subanalytic sets $A,B$ under a mild regularity hypothesis on one of the sets. We…

Optimization and Control · Mathematics 2014-09-30 Dominikus Noll , Aude Rondepierre

We study how the supporting hyperplanes produced by the projection process can complement the method of alternating projections and its variants for the convex set intersection problem. For the problem of finding the closest point in the…

Optimization and Control · Mathematics 2014-02-11 C. H. Jeffrey Pang

Given a finite collection $\mathbf{V}:=(V_1,\dots,V_N)$ of closed linear subspaces of a real Hilbert space $H$, let $P_i$ denote the orthogonal projection operator onto $V_i$ and $P_{i,\lambda}:= (1-\lambda)I + \lambda P_i$ denote its…

Functional Analysis · Mathematics 2024-12-20 C. Sinan Güntürk , Nguyen T. Thao

Large sectors of the recent optimization literature focused in the last decade on the development of optimal stochastic first order schemes for constrained convex models under progressively relaxed assumptions. Stochastic proximal point is…

Optimization and Control · Mathematics 2020-05-05 Andrei Patrascu

We establish sufficient conditions for finite convergence of the alternating projections method for two non-intersecting and potentially nonconvex sets. Our results are based on a generalization of the concept of intrinsic transversality,…

Optimization and Control · Mathematics 2021-02-18 Hoa T. Bui , Ryan Loxton , Asghar Moeini

We consider the method of alternating projections for finding a point in the intersection of two closed sets, possibly nonconvex. Assuming only the standard transversality condition (or a weaker version thereof), we prove local linear…

Optimization and Control · Mathematics 2016-08-12 D. Drusvyatskiy , A. D. Ioffe , A. S. Lewis

In this paper we present a new iterative projection method for finding the closest point in the intersection of convex sets to any arbitrary point in a Hilbert space. This method, termed AAMR for averaged alternating modified reflections,…

Optimization and Control · Mathematics 2017-09-06 Francisco J. Aragón Artacho , Rubén Campoy

We investigate connections between the geometry of linear subspaces and the convergence of the alternating projection method for linear projections. The aim of this article is twofold: in the first part, we show that even in Euclidean…

Functional Analysis · Mathematics 2020-06-26 Christian Bargetz , Jona Klemenc , Simeon Reich , Natalia Skorokhod

Generalized alternating projections is an algorithm that alternates relaxed projections onto a finite number of sets to find a point in their intersection. We consider the special case of two linear subspaces, for which the algorithm…

Optimization and Control · Mathematics 2017-03-31 Mattias Fält , Pontus Giselsson

It is a survey on recent results in constructive sparse approximation. Three directions are discussed here: (1) Lebesgue-type inequalities for greedy algorithms with respect to a special class of dictionaries, (2) constructive sparse…

Numerical Analysis · Mathematics 2015-11-06 Vladimir Temlyakov

It is known that complementary oblique projections $\hat{P}_0 + \hat{P}_1 = I$ on a Hilbert space $\mathscr{H}$ have the same standard operator norm $\|\hat{P}_0\| = \|\hat{P}_1\|$ and the same singular values, but for the multiplicity of…

Functional Analysis · Mathematics 2020-02-21 Matteo Polettini

Given two arbitrary closed sets in Euclidean space, a simple transversality condition guarantees that the method of alternating projections converges locally, at linear rate, to a point in the intersection. Exact projection onto nonconvex…

Optimization and Control · Mathematics 2018-11-06 Dmitriy Drusvyatskiy , Adrian S. Lewis

Let H be a Hilbert space, L(H) the algebra of all bounded linear operators on H and <, >_A : H \times H \to C the bounded sesquilinear form induced by a selfadjoint A in L(H), < \xi, \eta >_A = < A \xi, \eta >, \xi, \eta in H. Given T in…

Operator Algebras · Mathematics 2007-05-23 G. Corach , A. Maestripieri , D. Stojanoff

We consider expected risk minimization problems when the range of the estimator is required to be nonnegative, motivated by the settings of maximum likelihood estimation (MLE) and trajectory optimization. To facilitate nonlinear…

Machine Learning · Statistics 2022-05-05 Abhishek Chakraborty , Ketan Rajawat , Alec Koppel

Given an n-tuple {a_1, ..., a_n} of self-adjoint operators on an infinite dimensional Hilbert space H and a positive integer k, there exists a projection p of rank k such that, for each for j = 1, ..., n, pa_jp is a scalar multiple of p.…

Operator Algebras · Mathematics 2007-05-23 Charles A. Akemann , Joel Anderson

We investigate the properties of the simultaneous projection method as applied to countably infinitely many closed and linear subspaces of a real Hilbert space. We establish the optimal error bound for linear convergence of this method,…

Optimization and Control · Mathematics 2021-08-31 Simeon Reich , Rafał Zalas

The main contributions of this paper are the proposition and the convergence analysis of a class of inertial projection-type algorithm for solving variational inequality problems in real Hilbert spaces where the underline operator is…

Optimization and Control · Mathematics 2021-01-25 Yekini Shehu , Olaniyi. S. Iyiola , Xiao-Huan Li , Qiao-Li Dong

Parallel to the study of finite dimensional Banach spaces, there is a growing interest in the corresponding local theory of operator spaces. We define a family of Hilbertian operator spaces H_n^k,0< k < n+1, generalizing the row and column…

Operator Algebras · Mathematics 2007-05-23 Matthew Neal , Bernard Russo

Given two nonempty and disjoint intersections of closed and convex subsets, we look for a best approximation pair relative to them, i.e., a pair of points, one in each intersection, attaining the minimum distance between the disjoint…

Optimization and Control · Mathematics 2024-06-06 Yair Censor , Rafiq Mansour , Daniel Reem

In any infinite dimensional Hilbert space $\mathcal H$ there exist orthogonal projections $Q_1$, $Q_2$ and $Q_3$, such that a sequence $(P_n... P_1(x))$ diverges in norm for some $P_1,P_2,...\in\{Q_1,Q_2,Q_3\}$ and $x\in\mathcal H$.

Functional Analysis · Mathematics 2012-08-07 Adam Paszkiewicz